+137.2%
IBM vs VST
+1,175.7%
-1,038.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | -0.3% | +8.9% | -9.2% | -1.8% |
| 30D | +0.3% | +6.2% | -5.9% | -0.9% |
| 3M | -21.6% | -2.7% | -18.9% | -21.9% |
| 6M | -4.7% | -8.4% | +3.7% | -4.5% |
| YTD | -19.1% | -7.2% | -11.9% | -19.6% |
| 1Y | -2.5% | -20.9% | +18.4% | -0.8% |
| 3Y | +74.2% | +384.0% | -309.8% | +6.3% |
| 5Y | +113.1% | +757.1% | -643.9% | +8.1% |
| All | +137.2% | +1,175.7% | -1,038.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling